check_residuals {insurancerating} | R Documentation |
Check model residuals
Description
Detect overall deviations from the expected distribution.
Usage
check_residuals(object, n_simulations = 30)
Arguments
object |
a model object |
n_simulations |
number of simulations (defaults to 30) |
Details
Misspecifications in GLMs cannot reliably be diagnosed with standard
residual plots, and GLMs are thus often not as thoroughly checked as LMs.
One reason why GLMs residuals are harder to interpret is that the expected
distribution of the data changes with the fitted values. As a result,
standard residual plots, when interpreted in the same way as for linear
models, seem to show all kind of problems, such as non-normality,
heteroscedasticity, even if the model is correctly specified.
check_residuals()
aims at solving these problems by creating readily
interpretable residuals for GLMs that are standardized to values between
0 and 1, and that can be interpreted as intuitively as residuals for the
linear model. This is achieved by a simulation-based approach, similar to the
Bayesian p-value or the parametric bootstrap, that transforms the residuals
to a standardized scale. This explanation is adopted from
DHARMa::simulateResiduals()
.
Value
Invisibly returns the p-value of the test statistics. A p-value < 0.05 indicates a significant deviation from expected distribution.
Author(s)
Martin Haringa
References
Dunn, K. P., and Smyth, G. K. (1996). Randomized quantile residuals. Journal of Computational and Graphical Statistics 5, 1-10.
Gelman, A. & Hill, J. Data analysis using regression and multilevel/hierarchical models Cambridge University Press, 2006
Hartig, F. (2020). DHARMa: Residual Diagnostics for Hierarchical (Multi-Level / Mixed) Regression Models. R package version 0.3.0. https://CRAN.R-project.org/package=DHARMa
Examples
## Not run:
m1 <- glm(nclaims ~ area, offset = log(exposure), family = poisson(),
data = MTPL2)
check_residuals(m1, n_simulations = 50) |> autoplot()
## End(Not run)